diff options
| -rw-r--r-- | R/estUtil.R | 10 |
1 files changed, 6 insertions, 4 deletions
diff --git a/R/estUtil.R b/R/estUtil.R index f6f5619..989b910 100644 --- a/R/estUtil.R +++ b/R/estUtil.R @@ -30,13 +30,15 @@ levbmqdt <- function(...,obj,theta0,N,opt){ Hinv <- solve(H); g <- t(l$grad)%*%e theta <- theta0 + Hinv%*%g - # Update residuals + termPar <- norm(g,"2")/sumsq0/100 + if(termPar < tol) break + # Evaulate sum square error fn <- l$Y-l$X%*%theta sumsq <- sum(fn^2) sumSqDiff <- sumsq0-sumsq countObj <- countObj + 1 - if(abs(sumSqDiff)/100 < tol) break + # If sum square error with the updated parameters is less than the # previous one, the updated parameters become the current parameters # and the damping coefficient is reduced by a factor of mu @@ -51,10 +53,10 @@ levbmqdt <- function(...,obj,theta0,N,opt){ } } - if((abs(sumSqDiff)/100 < tol)||(i == maxIter)) break + if(termPar < tol)||(i == maxIter)) break } - if(abs(sumSqDiff)/100 < tol){ + if(termPar < tol){ WhyStop <- "Tolerance" } else{ WhyStop <- "Maximum Iteration Limit" |